{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "import xgboost as xgb\n",
    "import sys,random\n",
    "import pickle\n",
    "import os\n",
    "import numpy as np"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "if not os.path.exists('featurescore'):\n",
    "    os.mkdir('featurescore')\n",
    "if not os.path.exists('model'):\n",
    "    os.mkdir('model')\n",
    "if not os.path.exists('preds'):\n",
    "    os.mkdir('preds')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "train_x_d_cols = pd.read_csv('./rank_d_feature_score.csv')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
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       " 'f5591',\n",
       " 'f925',\n",
       " 'f6588',\n",
       " 'f6427',\n",
       " 'f6645',\n",
       " 'f4214',\n",
       " 'f5464',\n",
       " 'f2626',\n",
       " 'f238',\n",
       " 'f1155',\n",
       " 'f1669',\n",
       " 'f3491',\n",
       " 'f3424',\n",
       " 'f5261',\n",
       " 'f4037',\n",
       " 'f6577',\n",
       " 'f1152',\n",
       " 'f277',\n",
       " 'f4614',\n",
       " 'f4172',\n",
       " 'f1851',\n",
       " 'f1977',\n",
       " 'f5734',\n",
       " 'f6575',\n",
       " 'f2332',\n",
       " 'f6218',\n",
       " 'f6300',\n",
       " 'f2026',\n",
       " 'f6470',\n",
       " 'f1990',\n",
       " 'f2334',\n",
       " 'f3515',\n",
       " 'f924',\n",
       " 'f4772',\n",
       " 'f1270',\n",
       " 'f4427',\n",
       " 'f5284',\n",
       " 'f6503',\n",
       " 'f5353',\n",
       " 'f4657',\n",
       " 'f4672',\n",
       " 'f2612',\n",
       " 'f54',\n",
       " 'f6656',\n",
       " 'f6333',\n",
       " 'f4374',\n",
       " 'f480',\n",
       " 'f6498',\n",
       " 'f5809',\n",
       " 'f46',\n",
       " 'f5953',\n",
       " 'f2568',\n",
       " 'f6165',\n",
       " 'f4955',\n",
       " 'f5700',\n",
       " 'f4309',\n",
       " 'f1617',\n",
       " 'f3341',\n",
       " 'f5465',\n",
       " 'f5506',\n",
       " 'f6019',\n",
       " 'f729',\n",
       " 'f2166',\n",
       " 'f574',\n",
       " 'f410',\n",
       " 'f2552',\n",
       " 'f4795',\n",
       " 'f1561',\n",
       " 'f3501',\n",
       " 'f5080',\n",
       " 'f6202',\n",
       " 'f1057',\n",
       " 'f1998',\n",
       " 'f6302',\n",
       " 'f5699',\n",
       " 'f1843',\n",
       " 'f1116',\n",
       " 'f6712',\n",
       " 'f6522',\n",
       " 'f1569',\n",
       " 'f4700',\n",
       " 'f300']"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "list(train_x_d_cols.iloc[10:810].feature)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "正负样本不均衡 {0.0: 31267, 1.0: 2198}\n",
      "CPU times: user 34.2 s, sys: 9.44 s, total: 43.6 s\n",
      "Wall time: 45.5 s\n"
     ]
    }
   ],
   "source": [
    "%%time\n",
    "#use rank_d  and rank_nd feature\n",
    "#load data\n",
    "train_x_date = pd.read_csv('../../preprocess_data/train_x_date.csv').drop(columns=['id'])\n",
    "train_x_null = pd.read_csv('../../preprocess_data/train_x_null.csv').drop(columns=['id'])\n",
    "train_x_int = pd.read_csv('../../preprocess_data/train_x_int.csv').drop(columns=['id','tag']) # valid中无‘tag’\n",
    "train_x_d = pd.read_csv('../../preprocess_data/train_x_float_rank_d.csv').drop(columns=['id'])\n",
    "train_x_nd = pd.read_csv('../../preprocess_data/train_x_float_rank_nd.csv').drop(columns=['id'])\n",
    "\n",
    "\n",
    "train_x = pd.concat([train_x_date,train_x_null,train_x_int,train_x_d,train_x_nd],axis=1,ignore_index=True,copy=False)\n",
    "train_y = pd.read_csv('../../preprocess_data/train_y_33465.csv')\n",
    "print('正负样本不均衡',train_y.label.value_counts().to_dict())\n",
    "dtrain = xgb.DMatrix(train_x.values, label=train_y.values)\n",
    "\n",
    "valid_date = pd.read_csv('../../preprocess_data/valid_date.csv')\n",
    "valid_null = pd.read_csv('../../preprocess_data/valid_null.csv').drop(columns=['id'])\n",
    "valid_int = pd.read_csv('../../preprocess_data/valid_int.csv').drop(columns=['id'])\n",
    "valid_d = pd.read_csv('../../preprocess_data/valid_float_rank_d.csv').drop(columns=['id'])\n",
    "valid_nd = pd.read_csv('../../preprocess_data/valid_float_rank_nd.csv').drop(columns=['id'])\n",
    "valid = pd.concat([valid_date,valid_null,valid_int,valid_d,valid_nd],axis=1,ignore_index=True,copy=False)\n",
    "# pd.concat后特征名没有了，变成数字了\n",
    "valid_id = valid.iloc[:,0].values\n",
    "valid = valid.drop(0,axis=1)\n",
    "dvalid = xgb.DMatrix(valid.values)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 49,
   "metadata": {},
   "outputs": [
    {
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     },
     "execution_count": 49,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "train_x_d.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 46,
   "metadata": {},
   "outputs": [],
   "source": [
    "def pipeline(dtrain,dtest,test_id,iteration,random_seed,gamma,max_depth,lambd,subsample,colsample_bytree,min_child_weight):\n",
    "    if max_depth==6:\n",
    "        num_boost_round = 2000\n",
    "    elif max_depth==7:\n",
    "        num_boost_round = 1750\n",
    "    elif max_depth==8:\n",
    "        num_boost_round = 1500\n",
    "    \n",
    "    params={\n",
    "    'booster':'gbtree',\n",
    "    'objective': 'binary:logistic',\n",
    "    'early_stopping_rounds':100,\n",
    "    'scale_pos_weight': float(len(train_y)-np.sum(train_y.values))/float(np.sum(train_y.values)),  # 负例样本除以正例样本\n",
    "    'eval_metric': 'auc',\n",
    "    'gamma':gamma,\n",
    "    'max_depth':max_depth,\n",
    "    'lambda':lambd,\n",
    "    'subsample':subsample,\n",
    "    'colsample_bytree':colsample_bytree,\n",
    "    'min_child_weight':min_child_weight, \n",
    "    'eta': 0.04,\n",
    "    'seed':random_seed,\n",
    "    'nthread':16\n",
    "        }\n",
    "    watchlist  = [(dtrain,'train')]\n",
    "    model = xgb.train(params,dtrain,num_boost_round=num_boost_round,evals=watchlist)\n",
    "    model.save_model('./model/xgb{0}.model'.format(iteration))\n",
    "    \n",
    "    #predict test set\n",
    "    test_y = model.predict(dtest)\n",
    "    test_result = pd.DataFrame(test_id,columns=[\"id\"])\n",
    "    test_result['score'] = test_y\n",
    "    test_result.to_csv(\"./preds/xgb{0}.csv\".format(iteration),index=None,encoding='utf-8')\n",
    "    \n",
    "    #get feature score\n",
    "    feature_score = model.get_fscore()\n",
    "    feature_score = sorted(feature_score.items(), key=lambda x:x[1],reverse=True)\n",
    "    fs = []\n",
    "    for (key,value) in feature_score:\n",
    "        fs.append(\"{0},{1}\\n\".format(key,value))\n",
    "    \n",
    "    with open('./featurescore/feature_score_{0}.csv'.format(iteration),'w') as f:\n",
    "        f.writelines(\"feature,score\\n\")\n",
    "        f.writelines(fs)\n",
    "    "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[0]\ttrain-auc:0.765542\n",
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      "[6]\ttrain-auc:0.816105\n",
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     ]
    }
   ],
   "source": [
    "%%time\n",
    "random_seed = list(range(1000,2000,20))\n",
    "gamma = [i/1000.0 for i in range(100,200,2)]\n",
    "max_depth = [6,7,8]\n",
    "lambd = list(range(200,400,2))\n",
    "subsample = [i/1000.0 for i in range(600,700,2)]\n",
    "colsample_bytree = [i/1000.0 for i in range(250,350,2)]\n",
    "min_child_weight = [i/1000.0 for i in range(200,300,2)]\n",
    "random.shuffle(random_seed)\n",
    "random.shuffle(gamma)\n",
    "random.shuffle(max_depth)\n",
    "random.shuffle(lambd)\n",
    "random.shuffle(subsample)\n",
    "random.shuffle(colsample_bytree)\n",
    "random.shuffle(min_child_weight)\n",
    "\n",
    "with open('params.pkl','wb') as f:\n",
    "    pickle.dump((random_seed,gamma,max_depth,lambd,subsample,colsample_bytree,min_child_weight),f)\n",
    "\n",
    "#to reproduce my result, uncomment following lines\n",
    "\"\"\"\n",
    "with open('params_for_reproducing.pkl','rb') as f:\n",
    "    random_seed,gamma,max_depth,lambd,subsample,colsample_bytree,min_child_weight = pickle.load(f)    \n",
    "\"\"\"\n",
    "\n",
    "for i in range(36):\n",
    "    pipeline(dtrain,dvalid,valid_id,i,random_seed[i],gamma[i],max_depth[i%3],lambd[i],subsample[i],colsample_bytree[i],min_child_weight[i])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
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